Upgrades in Latest Release
td753764
Posts: 67
New Features for CloudQuant
- Improved order simulation with TWAP (time-weighted average price)
- elite only
- Documentation on TWAP orders in the simuation environment
# Example TWAP order
order.twap(self.symbol, 5000, "buy", time_frame=10,order_aggression=3)
- VWAP simulated order processing added
- elite only
- Documentation on VWAP orders in the simulation environment
# Example VWAP order
order.vwap(self.symbol, 5000, "buy", time_frame=10,order_aggression=2)
Historical market chart widget added for the homepage
New multi-select and delete features for user files
New Administrative messages widget on the home page.
Improved Intraday Gross P&L
The Intraday Gross Profit & Loss is now net P&L instead of just realized P&L. This means that all positions are marked to market every 15 minutes in the chart.
Improved intraday max P&L and Draw Down for multi-day jobs
A bug fix has been added to re-calc intraday max profit and loss and drawdown on multi-day jobs. Previously high water / low water marks carried over each day.
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